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In Memoriam Marc Yor - Séminaire de Probabilités XLVII [[electronic resource] /] / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault
| In Memoriam Marc Yor - Séminaire de Probabilités XLVII [[electronic resource] /] / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (L, 619 p. 63 illus., 24 illus. in color.) |
| Disciplina | 519.2 |
| Collana | Séminaire de Probabilités |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 9783319185859 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | P. Salminen, J-Y. Yen, M. Yor: Integral representations of certain measures in the one-dimensional diffusions excursion theory -- J. Warren: Sticky Particles and Stochastic Flows -- T. Funaki: Infinitesimal invariance for the coupled KPZ equations -- J. Pitman, W. Tang: Patterns in random walks and Brownian motion -- J-F. Le Gall: Bessel processes, the Brownian snake and super-Brownian motion -- L. Alili, P. Graczyk, T. Zak: On inversions and Doob h-transforms of linear diffusions -- K. Yano, Y. Yano: On h-transforms of one-dimensional diffusions stopped upon hitting zero -- D. Bakry, O. Zribi: h-transforms and orthogonal polynomials -- A. Aksamit, T. Choulli, M. Jeanblanc: On an optional semi-martingale decomposition and the existence of the deator in an enlarged filtration -- J. Pitman: Martingale marginals do not always determine convergence -- J. Obloj, P. Spoida, N. Touzi: Martingale Inequalities for the Maximum via Pathwise Arguments -- P. Biane: Polynomials associated with finite Markov chains -- J. Najnudel: On σ-finite measures related to the Martin boundary of recurrent Markov chains -- P. Fitzsimmons, Y. Le Jan, J. Rosen: Loop measures without transition probabilities -- L.C.G. Rogers, M. Duembgen: The joint law of the extrema, final value and signature of a stopped random walk -- E. Azmoodeh, G. Peccati, G. Poly: Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach -- P-L Méliot, A. Nikeghbali: Mod-Gaussian convergence and its applications for models of statistical mechanics -- P. Baldi: On Sharp Large Deviations for the bridge of a general Diffusion -- N. Demni, A. Rouault, M. Zani: Large deviations for clocks of semi-stable processes -- N. O'Connell: Stochastic Backlund transformations -- N. Ikeda, H. Matsumoto: The Kolmogorov operator and classical mechanics -- A. Comtet , Y. Tourigny: Explicit formulae in probability and in statistical physics -- P. Bougerol: The Matsumoto and Yor process and infinite dimensional hyperbolic space -- L. Chaumont: Breadth first search coding of multitype forests with application to Lamperti representation -- L. Devroye, G. Letac: Copulas with prescribed correlation matrix -- D. Stroock: Remarks on the HRT Conjecture. |
| Record Nr. | UNISA-996466640403316 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
In Memoriam Marc Yor - Séminaire de Probabilités XLVII / / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault
| In Memoriam Marc Yor - Séminaire de Probabilités XLVII / / edited by Catherine Donati-Martin, Antoine Lejay, Alain Rouault |
| Edizione | [1st ed. 2015.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
| Descrizione fisica | 1 online resource (L, 619 p. 63 illus., 24 illus. in color.) |
| Disciplina | 519.2 |
| Collana | Séminaire de Probabilités |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 9783319185859 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | P. Salminen, J-Y. Yen, M. Yor: Integral representations of certain measures in the one-dimensional diffusions excursion theory -- J. Warren: Sticky Particles and Stochastic Flows -- T. Funaki: Infinitesimal invariance for the coupled KPZ equations -- J. Pitman, W. Tang: Patterns in random walks and Brownian motion -- J-F. Le Gall: Bessel processes, the Brownian snake and super-Brownian motion -- L. Alili, P. Graczyk, T. Zak: On inversions and Doob h-transforms of linear diffusions -- K. Yano, Y. Yano: On h-transforms of one-dimensional diffusions stopped upon hitting zero -- D. Bakry, O. Zribi: h-transforms and orthogonal polynomials -- A. Aksamit, T. Choulli, M. Jeanblanc: On an optional semi-martingale decomposition and the existence of the deator in an enlarged filtration -- J. Pitman: Martingale marginals do not always determine convergence -- J. Obloj, P. Spoida, N. Touzi: Martingale Inequalities for the Maximum via Pathwise Arguments -- P. Biane: Polynomials associated with finite Markov chains -- J. Najnudel: On σ-finite measures related to the Martin boundary of recurrent Markov chains -- P. Fitzsimmons, Y. Le Jan, J. Rosen: Loop measures without transition probabilities -- L.C.G. Rogers, M. Duembgen: The joint law of the extrema, final value and signature of a stopped random walk -- E. Azmoodeh, G. Peccati, G. Poly: Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach -- P-L Méliot, A. Nikeghbali: Mod-Gaussian convergence and its applications for models of statistical mechanics -- P. Baldi: On Sharp Large Deviations for the bridge of a general Diffusion -- N. Demni, A. Rouault, M. Zani: Large deviations for clocks of semi-stable processes -- N. O'Connell: Stochastic Backlund transformations -- N. Ikeda, H. Matsumoto: The Kolmogorov operator and classical mechanics -- A. Comtet , Y. Tourigny: Explicit formulae in probability and in statistical physics -- P. Bougerol: The Matsumoto and Yor process and infinite dimensional hyperbolic space -- L. Chaumont: Breadth first search coding of multitype forests with application to Lamperti representation -- L. Devroye, G. Letac: Copulas with prescribed correlation matrix -- D. Stroock: Remarks on the HRT Conjecture. |
| Record Nr. | UNINA-9910134931303321 |
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Seminaire de probabilites XLII / / Catherine Donati-Martin ... [et al.], (eds)
| Seminaire de probabilites XLII / / Catherine Donati-Martin ... [et al.], (eds) |
| Edizione | [1st ed. 2009.] |
| Pubbl/distr/stampa | Berlin, : Springer, c2009 |
| Descrizione fisica | 1 online resource (XIII, 449 p.) |
| Disciplina | 519.2 |
| Altri autori (Persone) | Donati-MartinCatherine |
| Collana | Lecture notes in mathematics |
| Soggetto topico |
Probabilities
Stochastic processes |
| ISBN |
1-280-38435-2
9786613562272 3-642-01763-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Yet another introduction to rough paths -- Monotonicity of the extremal functions for one-dimensional inequalities of logarithmic Sobolev type -- Non-monotone convergence in the quadratic Wasserstein distance -- On the equation = #x002A; -- Shabat polynomials and harmonic measure -- Radial Dunkl Processes Associated with Dihedral Systems -- Matrix Valued Brownian Motion and a Paper by P#x00F3;lya -- On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable L#x00E9;vy Processes -- L#x00E9;vy Systems and Time Changes -- Self-Similar Branching Markov Chains -- A Spine Approach to Branching Diffusions with Applications to L-Convergence of Martingales -- Penalisation of the Standard Random Walk by a Function of the One-Sided Maximum, of the Local Time, or of the Duration of the Excursions -- Canonical Representation for Gaussian Processes -- Recognising Whether a Filtration is Brownian: a Case Study -- Markovian properties of the spin-boson model -- Statistical properties of Pauli matrices going through noisy channels -- Erratum to: New methods in the arbitrage theory of financial markets with transaction costs, in Seminaire XLI. |
| Altri titoli varianti | Seminaire de probabilites 42 |
| Record Nr. | UNINA-9910483446603321 |
| Berlin, : Springer, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Seminaire de probabilites XLIII / / Catherine Donati-Martin, Antoine Lejay, Alain Rouault, (eds.)
| Seminaire de probabilites XLIII / / Catherine Donati-Martin, Antoine Lejay, Alain Rouault, (eds.) |
| Edizione | [1st ed. 2011.] |
| Pubbl/distr/stampa | Heidelberg, : Springer, 2011 |
| Descrizione fisica | 1 online resource (XI, 503 p.) |
| Disciplina | 519.2 |
| Altri autori (Persone) |
Donati-MartinCatherine
LejayAntoine RouaultAlain <1949-> |
| Collana | Lecture notes in mathematics |
| Soggetto topico | Probabilities |
| ISBN | 3-642-15217-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910484671403321 |
| Heidelberg, : Springer, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Seminaire de probabilites XLIV / / Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors
| Seminaire de probabilites XLIV / / Catherine Donati-Martin, Antoine Lejay, Alain Rouault, editors |
| Edizione | [1st ed. 2012.] |
| Pubbl/distr/stampa | Heidelberg ; ; New York, : Springer, c2012 |
| Descrizione fisica | 1 online resource (VIII, 469 p. 17 illus., 10 illus. in color.) |
| Disciplina | 519.2 |
| Altri autori (Persone) |
Donati-MartinCatherine
LejayAntoine RouaultAlain <1949-> |
| Collana | Lecture notes in mathematics |
| Soggetto topico | Probabilities |
| ISBN | 3-642-27461-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Nota di contenuto | Context Trees, Variable Length Markov Chains and Dynamical Sources / Peggy Cenac, Brigitte Chauvin, Frederic Paccaut and Nicolas Pouyanne -- Martingale Property of Generalized Stochastic Exponentials / Aleksandar Mijatovic, Nika Novak and Mikhail Urusov -- Some Classes of Proper Integrals and Generalized Ornstein-Uhlenbeck Processes / Andreas Basse-O'Connor, Svend-Erik Graversen and Jan Pedersen -- Martingale Representations for Diffusion Processes and Backward Stochastic Differential Equations / Zhongmin Qian and Jiangang Ying -- Quadratic Semimartingale BSDEs Under an Exponential Moments Condition / Markus Mocha and Nicholas Westray -- The Derivative of the Intersection Local Time of Brownian Motion Through Wiener Chaos / Greg Markowsky -- On the Occupation Times of Brownian Excursions and Brownian Loops / Hao Wu -- Discrete Approximations to Solution Flows of Tanaka's SDE Related to Walsh Brownian Motion / Hatem Hajri -- Spectral Distribution of the Free Unitary Brownian Motion: Another Approach / Nizar Demni and Taoufik Hmidi -- Another Failure in the Analogy Between Gaussian and Semicircle Laws / Nathalie Eisenbaum -- Global Solutions to Rough Differential Equations with Unbounded Vector Fields / Antoine Lejay -- Asymptotic Behavior of Oscillatory Fractional Processes / Renaud Marty and Knut Slna -- Time Inversion Property for Rotation Invariant Self-similar Diffusion Processes / Juha Vuolle-Apiala -- On Peacocks: A General Introduction to Two Articles / Antoine-Marie Bogso, Christophe Profeta and Bernard Roynette -- Some Examples of Peacocks in a Markovian Set-Up / Antoine-Marie Bogso, Christophe Profeta and Bernard Roynette -- Peacocks Obtained by Normalisation: Strong and Very Strong Peacocks / Antoine-Marie Bogso, Christophe Profeta and Bernard Roynette -- Branching Brownian Motion: Almost Sure Growth Along Scaled Paths / Simon C. Harris and Matthew I. Roberts -- On the Delocalized Phase of the Random Pinning Model / Jean-Christophe Mourrat -- Large Deviations for Gaussian Stationary Processes and Semi-Classical Analysis / Bernard Bercu, Jean-Francois Bony and Vincent Bruneau -- Girsanov Theory Under a Finite Entropy Condition / Christian Leonard -- Erratum to Seminaire XXVII / /Michel Emery and Marc Yor -- Erratum to Seminaire XXXV / Michel Emery and Walter Schachermayer. |
| Altri titoli varianti | Seminaire de probabilites 44 |
| Record Nr. | UNINA-9910484794703321 |
| Heidelberg ; ; New York, : Springer, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Séminaire de probabilités Li / / Catherine Donati-Martin, Antoine Lejay and Alain Rouault, editors
| Séminaire de probabilités Li / / Catherine Donati-Martin, Antoine Lejay and Alain Rouault, editors |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer Nature Switzerland AG, , [2022] |
| Descrizione fisica | 1 online resource (399 pages) |
| Disciplina | 519.2 |
| Collana | Lecture Notes in Mathematics Séminaire de Probabilités |
| Soggetto topico |
Probabilities
Mathematics Probabilitats |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-030-96409-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996475750603316 |
| Cham, Switzerland : , : Springer Nature Switzerland AG, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Séminaire de probabilités Li / / Catherine Donati-Martin, Antoine Lejay and Alain Rouault, editors
| Séminaire de probabilités Li / / Catherine Donati-Martin, Antoine Lejay and Alain Rouault, editors |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer Nature Switzerland AG, , [2022] |
| Descrizione fisica | 1 online resource (399 pages) |
| Disciplina | 519.2 |
| Collana | Lecture Notes in Mathematics Séminaire de Probabilités |
| Soggetto topico |
Probabilities
Mathematics Probabilitats |
| Soggetto genere / forma | Llibres electrònics |
| ISBN | 3-030-96409-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910568244703321 |
| Cham, Switzerland : , : Springer Nature Switzerland AG, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Séminaire de Probabilités XL / / Catherine Donati-Martin [and three others], editors
| Séminaire de Probabilités XL / / Catherine Donati-Martin [and three others], editors |
| Edizione | [1st ed. 2007.] |
| Pubbl/distr/stampa | Berlin ; ; Heidelberg : , : Springer-Verlag, , [2007] |
| Descrizione fisica | 1 online resource (484 p.) |
| Disciplina | 519.24 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico | Distribution (Probability theory) |
| ISBN | 3-540-71189-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Nota di contenuto | Specialized Course -- An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion -- Local Time-Space Calculus -- A Change-of-Variable Formula with Local Time on Surfaces -- A Note on a Change of Variable Formula with Local Time-Space for Lévy Processes of Bounded Variation -- Integration with Respect to Self-Intersection Local Time of a One-Dimensional Brownian Motion -- Generalized It? Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times -- Local Time-Space Calculus for Reversible Semimartingales -- Elements of Stochastic Calculus via Regularization -- On the Smooth-Fit Property for One-Dimensional Optimal Switching Problem -- Other Contributions -- A Strong Form of Stable Convergence -- Product of Harmonic Maps is Harmonic: A Stochastic Approach -- More Hypercontractive Bounds for Deformed Orthogonal Polynomial Ensembles -- No Multiple Collisions for Mutually Repelling Brownian Particles -- On the Joint Law of the L1 and L2 Norms of a 3-Dimensional Bessel Bridge -- Tanaka Formula for Symmetric Lévy Processes -- An Excursion-Theoretical Approach to Some Boundary Crossing Problems and the Skorokhod Embedding for Reflected Lévy Processes -- The Maximality Principle Revisited: On Certain Optimal Stopping Problems -- Correlated Processes and the Composition of Generators -- Representation of the Martingales for the Brownian Snake -- Discrete Sampling of Functionals of Ito Processes -- Ito's Integrated Formula for Strict Local Martingales with Jumps -- Enlargement of Filtrations and Continuous Girsanov-Type Embeddings -- On a Lemma by Ansel and Stricker -- General Arbitrage Pricing Model: I – Probability Approach -- General Arbitrage Pricing Model: II – Transaction Costs -- General Arbitrage Pricing Model: III – Possibility Approach. |
| Record Nr. | UNINA-9910485144903321 |
| Berlin ; ; Heidelberg : , : Springer-Verlag, , [2007] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Séminaire de Probabilités XL / / Catherine Donati-Martin [and three others], editors
| Séminaire de Probabilités XL / / Catherine Donati-Martin [and three others], editors |
| Edizione | [1st ed. 2007.] |
| Pubbl/distr/stampa | Berlin ; ; Heidelberg : , : Springer-Verlag, , [2007] |
| Descrizione fisica | 1 online resource (484 p.) |
| Disciplina | 519.24 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico | Distribution (Probability theory) |
| ISBN | 3-540-71189-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ger |
| Nota di contenuto | Specialized Course -- An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion -- Local Time-Space Calculus -- A Change-of-Variable Formula with Local Time on Surfaces -- A Note on a Change of Variable Formula with Local Time-Space for Lévy Processes of Bounded Variation -- Integration with Respect to Self-Intersection Local Time of a One-Dimensional Brownian Motion -- Generalized It? Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times -- Local Time-Space Calculus for Reversible Semimartingales -- Elements of Stochastic Calculus via Regularization -- On the Smooth-Fit Property for One-Dimensional Optimal Switching Problem -- Other Contributions -- A Strong Form of Stable Convergence -- Product of Harmonic Maps is Harmonic: A Stochastic Approach -- More Hypercontractive Bounds for Deformed Orthogonal Polynomial Ensembles -- No Multiple Collisions for Mutually Repelling Brownian Particles -- On the Joint Law of the L1 and L2 Norms of a 3-Dimensional Bessel Bridge -- Tanaka Formula for Symmetric Lévy Processes -- An Excursion-Theoretical Approach to Some Boundary Crossing Problems and the Skorokhod Embedding for Reflected Lévy Processes -- The Maximality Principle Revisited: On Certain Optimal Stopping Problems -- Correlated Processes and the Composition of Generators -- Representation of the Martingales for the Brownian Snake -- Discrete Sampling of Functionals of Ito Processes -- Ito's Integrated Formula for Strict Local Martingales with Jumps -- Enlargement of Filtrations and Continuous Girsanov-Type Embeddings -- On a Lemma by Ansel and Stricker -- General Arbitrage Pricing Model: I – Probability Approach -- General Arbitrage Pricing Model: II – Transaction Costs -- General Arbitrage Pricing Model: III – Possibility Approach. |
| Record Nr. | UNISA-996466525903316 |
| Berlin ; ; Heidelberg : , : Springer-Verlag, , [2007] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Séminaire de probabilités XLI / / edited by Catherine Donati-Martin [and three others]
| Séminaire de probabilités XLI / / edited by Catherine Donati-Martin [and three others] |
| Edizione | [1st ed. 2008.] |
| Pubbl/distr/stampa | Berlin, Germany ; ; New York, New York : , : Springer, , [2008] |
| Descrizione fisica | 1 online resource (X, 462 p.) |
| Disciplina | 519.2 |
| Collana | Séminaire de Probabilités |
| Soggetto topico |
Probabilities
Stochastic processes Statistical physics |
| ISBN | 3-540-77913-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Nota di contenuto | Spectral gap inequality for a colored disordered lattice gas -- On large deviations for the spectral measure of discrete Coulomb gas -- Estimates for moments of random matrices with Gaussian elements -- Geometric interpretation of the cumulants for random matrices previously defined as convolutions on the symmetric group -- Fluctuations of spectrally negative Markov additive processes -- On Continuity Properties of the Law of Integrals of Lévy Processes -- A Law of the Iterated Logarithm for Fractional Brownian Motions -- A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one -- Proof of a Tanaka-like formula stated by J. Rosen in Séminaire XXXVIII -- Une preuve simple d’un résultat de Dufresne -- Creation or deletion of a drift on a Brownian trajectory -- Extending Chacon-Walsh: Minimality and Generalised Starting Distributions -- Transformations browniennes et compléments indépendants: résultats et problèmes ouverts -- Hyperbolic random walks -- The Hypergroup Property and Representation of Markov Kernels -- A new look at ‘Markovian’ Wiener-Hopf theory -- Separability and completeness for the Wasserstein distance -- A probabilistic interpretation to the symmetries of a discrete heat equation -- On the tail distributions of the supremum and the quadratic variation of a càdlàg local martingale -- The Burkholder-Davis-Gundy Inequality for Enhanced Martingales -- On Martingale Selectors of Cone-Valued Processes -- No asymptotic free lunch reviewed in the light of Orlicz spaces -- New methods in the arbitrage theory of financial markets with transaction costs. |
| Record Nr. | UNINA-9910483663703321 |
| Berlin, Germany ; ; New York, New York : , : Springer, , [2008] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
